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Assigning Topics to Documents by Successive Projections

Olga Klopp , Maxim Panov , Suzanne Sigalla , Alexandre B Tsybakov
2021
Preprints, Working Papers, ... hal-03281066v1
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Outliers Detection in Networks with Missing Links

Solenne Gaucher , Olga Klopp , Geneviève Robin
Computational Statistics and Data Analysis, 2021, 164, pp.107308
Journal articles hal-02386940v2
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Change-Point Detection in Dynamic Networks with Missing Links

Farida Enikeeva , Olga Klopp
2021
Preprints, Working Papers, ... hal-03271921v1
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Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence

Guillaume Chevillon , Alain Hecq , Sébastien Laurent
2015
Preprints, Working Papers, ... hal-01158524v1
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Variance swap payoffs, risk premia and extreme market conditions

Jeroen V.K. Rombouts , Lars Stentoft , Francesco Violante
Econometrics and Statistics , 2020, 13, pp.106 - 124. ⟨10.1016/j.ecosta.2019.05.003⟩
Journal articles hal-03490098v1
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How Serious is the Measurement-Error Problem in a Popular Risk-Aversion Task?

Fabien Perez , Guillaume Hollard , Radu Vranceanu , Delphine Dubart
2019
Preprints, Working Papers, ... hal-02291224v1
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Structured Matrix Estimation and Completion

Olga Klopp , Yu Lu , Alexandre B. Tsybakov , Harrison H. Zhou
2017
Preprints, Working Papers, ... hal-01557745v1
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Optimal graphon estimation in cut distance

Olga Klopp , Nicolas Verzelen
Probability Theory and Related Fields, 2019, 174 (3-4), pp.1033-1090. ⟨10.1007/s00440-018-0878-1⟩
Journal articles hal-01490371v2
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Collective Matrix Completion

Mokhtar Z. Alaya , Olga Klopp
Journal of Machine Learning Research, 2019, 20 (148), pp.1−43
Journal articles hal-01846078v2
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Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons.

Guillaume Chevillon
2017
Preprints, Working Papers, ... hal-01574650v1